A general threshold stress hybrid hazard model for lifetime data

Cynthia Tojeiro () and Francisco Louzada ()

Statistical Papers, 2012, vol. 53, issue 4, 833-848

Abstract: In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set. Copyright Springer-Verlag 2012

Keywords: Bayesian inference; Proportional hazard and accelerated failure models; Survival analysis; Threshold stress; Gamma-generalized distribution; MCMC Method (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00362-011-0386-1

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